Lots of articles if you google 'how to HDR'. Photomatix is the best by far IMHO although there are others (Luminance HDR for one which I've tried) but I think there's more allowance for creativity in photomatix. Although there's lots of guides on tinterweb for tone mapping etc. the best thing is to find what works for you. Some work with certain settings which might not be ok for another one. It's great fun trying though, I love HDR and spend far too long trying out different effects. I hate it when people really overdo pictures in HDR. High dynamic range means that you get the best out of both dark and light areas of the picture, if they're over or underexposed out of all proportion then it's just a waste of time. I have some examples here
if you'd like to take a look - . Would be great to see how you get on with them.